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Invesco Fundamental High Yield® Corporate Bond ETF...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US73936T5570

CUSIP

46138E719

Issuer

Invesco

Inception Date

Nov 15, 2007

Region

North America (U.S.)

Leveraged

1x

Index Tracked

RAFI Bonds US High Yield 1-10 Index

Asset Class

Bond

Expense Ratio

PHB features an expense ratio of 0.50%, falling within the medium range.


Expense ratio chart for PHB: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
PHB vs. VWEHX PHB vs. PPFIX PHB vs. CMF PHB vs. SPHY PHB vs. FSPGX PHB vs. SJNK PHB vs. SCHP PHB vs. PCEF PHB vs. BKLN PHB vs. SCHZ
Popular comparisons:
PHB vs. VWEHX PHB vs. PPFIX PHB vs. CMF PHB vs. SPHY PHB vs. FSPGX PHB vs. SJNK PHB vs. SCHP PHB vs. PCEF PHB vs. BKLN PHB vs. SCHZ

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Invesco Fundamental High Yield® Corporate Bond ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
2.64%
7.37%
PHB (Invesco Fundamental High Yield® Corporate Bond ETF)
Benchmark (^GSPC)

Returns By Period

Invesco Fundamental High Yield® Corporate Bond ETF had a return of 4.89% year-to-date (YTD) and 5.12% in the last 12 months. Over the past 10 years, Invesco Fundamental High Yield® Corporate Bond ETF had an annualized return of 4.00%, while the S&P 500 had an annualized return of 11.10%, indicating that Invesco Fundamental High Yield® Corporate Bond ETF did not perform as well as the benchmark.


PHB

YTD

4.89%

1M

-1.04%

6M

2.81%

1Y

5.12%

5Y*

3.00%

10Y*

4.00%

^GSPC (Benchmark)

YTD

24.66%

1M

0.49%

6M

8.64%

1Y

26.56%

5Y*

13.06%

10Y*

11.10%

Monthly Returns

The table below presents the monthly returns of PHB, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.13%-0.15%1.27%-1.50%1.62%0.43%1.90%1.60%1.17%-1.32%1.48%4.89%
20233.12%-2.18%2.39%0.13%-0.44%1.26%0.98%-0.30%-1.67%-0.34%4.94%3.02%11.20%
2022-2.69%-0.85%-1.19%-3.88%2.16%-5.80%5.89%-3.82%-3.40%3.00%3.52%-1.37%-8.76%
2021-0.46%0.21%0.72%0.66%0.13%1.05%0.22%0.63%-0.35%0.01%-1.28%1.78%3.33%
2020-0.30%-1.05%-11.83%6.40%3.34%0.35%4.91%0.24%-1.58%0.39%3.90%1.52%5.20%
20194.67%1.05%0.84%1.11%-1.20%2.79%0.24%1.02%0.18%0.13%0.55%1.55%13.59%
2018-0.19%-1.14%0.03%0.02%0.03%-0.19%1.46%0.63%0.29%-1.38%-0.59%-1.64%-2.68%
20170.86%0.58%-0.21%1.17%0.62%0.39%0.60%0.01%0.69%0.17%-0.02%0.16%5.12%
2016-1.33%1.48%3.18%3.00%-0.24%1.85%1.33%1.57%0.80%-0.64%-0.14%1.52%12.98%
20150.27%2.34%-0.58%0.78%-0.11%-1.22%-0.44%-1.14%-1.96%2.78%-1.65%-2.01%-3.04%
20140.69%2.05%-0.39%0.84%0.83%0.36%-1.90%1.98%-1.82%1.08%-0.99%-0.31%2.35%
20130.39%0.34%1.02%1.63%-1.72%-2.49%2.44%-0.89%0.54%2.78%0.18%0.23%4.40%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of PHB is 64, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of PHB is 6464
Overall Rank
The Sharpe Ratio Rank of PHB is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of PHB is 5959
Sortino Ratio Rank
The Omega Ratio Rank of PHB is 5959
Omega Ratio Rank
The Calmar Ratio Rank of PHB is 7474
Calmar Ratio Rank
The Martin Ratio Rank of PHB is 6666
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Invesco Fundamental High Yield® Corporate Bond ETF (PHB) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for PHB, currently valued at 1.22, compared to the broader market0.002.004.001.222.12
The chart of Sortino ratio for PHB, currently valued at 1.71, compared to the broader market-2.000.002.004.006.008.0010.001.712.83
The chart of Omega ratio for PHB, currently valued at 1.22, compared to the broader market0.501.001.502.002.503.001.221.39
The chart of Calmar ratio for PHB, currently valued at 2.32, compared to the broader market0.005.0010.0015.002.323.13
The chart of Martin ratio for PHB, currently valued at 7.60, compared to the broader market0.0020.0040.0060.0080.00100.007.6013.67
PHB
^GSPC

The current Invesco Fundamental High Yield® Corporate Bond ETF Sharpe ratio is 1.22. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Invesco Fundamental High Yield® Corporate Bond ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.22
1.83
PHB (Invesco Fundamental High Yield® Corporate Bond ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Invesco Fundamental High Yield® Corporate Bond ETF provided a 5.19% dividend yield over the last twelve months, with an annual payout of $0.94 per share.


3.40%3.60%3.80%4.00%4.20%4.40%4.60%$0.00$0.20$0.40$0.60$0.8020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.94$0.85$0.60$0.66$0.76$0.78$0.79$0.78$0.86$0.82$0.84$0.89

Dividend yield

5.19%4.68%3.53%3.38%3.89%4.03%4.45%4.14%4.58%4.70%4.48%4.62%

Monthly Dividends

The table displays the monthly dividend distributions for Invesco Fundamental High Yield® Corporate Bond ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.07$0.07$0.08$0.08$0.09$0.09$0.09$0.10$0.09$0.09$0.10$0.00$0.94
2023$0.05$0.06$0.06$0.06$0.06$0.07$0.07$0.08$0.08$0.08$0.09$0.09$0.85
2022$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.60
2021$0.06$0.06$0.06$0.06$0.06$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.66
2020$0.06$0.06$0.06$0.06$0.06$0.07$0.07$0.07$0.06$0.06$0.06$0.06$0.76
2019$0.07$0.06$0.07$0.07$0.07$0.07$0.07$0.06$0.07$0.07$0.06$0.06$0.78
2018$0.07$0.07$0.07$0.06$0.07$0.07$0.07$0.07$0.06$0.06$0.06$0.07$0.79
2017$0.07$0.07$0.07$0.07$0.07$0.07$0.06$0.06$0.06$0.06$0.07$0.06$0.78
2016$0.07$0.07$0.07$0.07$0.08$0.08$0.08$0.07$0.07$0.07$0.07$0.07$0.86
2015$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.06$0.06$0.07$0.07$0.82
2014$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.84
2013$0.08$0.08$0.08$0.07$0.08$0.07$0.08$0.07$0.07$0.07$0.07$0.07$0.89

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.01%
-3.66%
PHB (Invesco Fundamental High Yield® Corporate Bond ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco Fundamental High Yield® Corporate Bond ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Invesco Fundamental High Yield® Corporate Bond ETF was 44.80%, occurring on Oct 10, 2008. Recovery took 811 trading sessions.

The current Invesco Fundamental High Yield® Corporate Bond ETF drawdown is 2.01%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-44.8%Dec 12, 2007209Oct 10, 2008811Dec 29, 20111020
-21.52%Feb 24, 202021Mar 23, 202095Aug 6, 2020116
-13.75%Sep 15, 2021261Sep 27, 2022305Dec 13, 2023566
-10.18%Apr 28, 2015201Feb 11, 201679Jun 6, 2016280
-6.39%May 9, 201332Jun 24, 2013134Jan 3, 2014166

Volatility

Volatility Chart

The current Invesco Fundamental High Yield® Corporate Bond ETF volatility is 1.62%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
1.62%
3.62%
PHB (Invesco Fundamental High Yield® Corporate Bond ETF)
Benchmark (^GSPC)
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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